Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.563 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47740.42 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46345.5 Kr¶

PnL: ---------------------------------------> -543.07 Kr¶

DD now: ---------------------------------> -1.829 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 11:01:11.231559'

Anic Portfolio¶

Today¶

Return: 0.901 %¶

This Week¶

Return: 0.435 %¶

Total¶

Return: 56.29 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 5.060000 3239.600000 268.600000 9.040000 2971.000006
HEBA B 70 0.900000 2758.000000 122.000000 4.630000 2636.000010
FM Mattsson Mora Group B 50 -0.990000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.650000 3448.800000 71.800000 2.130000 3377.000000
Corem Property Group B 59 2.610000 627.170000 50.170000 8.690000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.880000 385.300000 30.300000 8.540000 355.000000
Resurs Holding 22 4.240000 600.820000 26.820000 4.670000 573.999998
AcadeMedia 12 0.500000 582.240000 25.240000 4.530000 557.000004
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
Boozt 12 3.100000 1675.200000 21.200000 1.280000 1653.999996
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
HMS Networks 2 0.290000 688.400000 15.400000 2.290000 673.000000
Intrum 4 0.710000 540.000000 13.000000 2.470000 527.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 1.810000 539.600000 7.600000 1.430000 532.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.980000 576.800000 2.800000 0.490000 574.000000
Swedbank A 3 0.640000 566.550000 2.550000 0.450000 564.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Securitas B 6 0.680000 567.600000 -2.400000 -0.420000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.590000 243.600000 -2.400000 -0.980000 246.000000
Handelsbanken A 5 0.460000 542.750000 -3.250000 -0.600000 546.000000
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
CTEK 13 1.680000 526.110000 -7.890000 -1.480000 533.999999
Nordea Bank Abp 29 0.590000 3441.140000 -12.860000 -0.370000 3453.999992
Karnov Group 9 1.040000 522.900000 -13.100000 -2.440000 536.000004
Midsona B 63 2.070000 559.440000 -23.560000 -4.040000 582.999984
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 0.370000 540.500000 -54.070000 -9.090000 594.565215
Axfood 13 0.140000 3646.500000 -109.500000 -2.920000 3756.000001
OX2 18 3.030000 1469.700000 -194.300000 -11.680000 1663.999992
Fasadgruppen Group 35 -0.620000 3391.500000 -419.500000 -11.010000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46345.500000 -543.070000 -1.82906% 46888.564618

Updated:¶

'2023-01-20 11:01:23.613253'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶